You should always use a primer under shadows, indie or commercial. Generally whatever primer you get the best results with will be fine with indie shadows too. Some indie companies do make their own primer, but I love my NARS so much that I have never bothered to sample them.
There are two additional mediums that help with indie shadows. The first is a type of a glitter glue. This just helps the glitter from indies stick a little better. Elf makes an inexpensive glitter glue, which will be the easiest to get (but is also my least favorite). Other options are Pixie Epoxy from Fyrianne, Glitter Glue from Darling Girl or Glitter Fix from Glamour Doll Eyes. I would not recommend Pixie Epoxy for anyone just starting with indie shadows as it is the hardest to blend with. I have a slight personal preference for Glitter FIx over Glitter Glue, but both do a good job of keeping the glitter on, and still letting you blend a little. When you apply the glitter glue you should wait a few seconds for it to get "tacky" before you put your shadows on.
Foiling mediums are the other good thing to have in your arsenal. These are great at helping to pick up the shift in Duo-chromes, intensifying the color or using to mix with your shadow to make an eye liner. These you can either apply directly to your eye and immediately put the shadow on top, or you can mix a tiny drop of the medium with your shadows on a clean surface (don't use the inside lid of your shadows, you don't want to introduce bacteria into the jar when you put the id back on). I have a strong personal preference for Foil Me by Glamour Doll Eyes, but Superstar Serum by Darling Girl is another option.
Notoriously Morbid is also coming out with a prep product, they included a sample in my last order, but I have not tried it yet and can't remember if it was a glue or foiling medium.
The bad news is right now it is a little hard to get these products. Glamour Doll Eyes is currently out of stock on both items (waiting for containers, should restock this month). When they restock though, shipment is usually within 24 hours of your order being placed. Darling Girl is currently closed, but should be reopening soon. They have a super long turn around though. It has been 4-6 weeks before they ship my orders.